I think Nick is (correctly) paranoid enough to anticipate that if he had ever drawn the ire of the Farms (which obviously has happened), and then knowledge of his swinging activities were to ever be made public (which obviously has happened), that the autistic Illuminati (which is worse than the Zooluminati) would search for anything that shows him and/or Kayla participating in said activities. And if I had to guess, the very first thing they would have to do is to minimize how much they do it in Minnesota, at least in situations where pictures/videos could be taken, especially since there's presumably a higher chance of him being recognized in the state he primarily resides in. You'd have to guess that if they did participate in any activity online, that they didn't use real pictures or anything that could visually identify either of them.
If I had to guess, maybe places like Texas (where Nick has most of his family, and he had attended conventions there in the past), Nevada (Las Vegas, obviously), Tennessee (he's friends with Doug TenNapel, a small chance but still non-zero, and with barely any connections otherwise), or Florida (where Nick's parents live) are unfortunately where you might have to search if you insist on trying to find out.
Otherwise, you're gonna have to hope one of the people Nick and Kayla tried swinging with decide to reveal all on the Farms.